BNPP BONDSRI (France) Performance
| SRICD Etf | 9.48 0.01 0.11% |
The etf shows a Beta (market volatility) of 0.0129, which signifies not very significant fluctuations relative to the market. As returns on the market increase, BNPP BONDSRI's returns are expected to increase less than the market. However, during the bear market, the loss of holding BNPP BONDSRI is expected to be smaller as well.
Risk-Adjusted Performance
5 of 100
Weak | Strong |
Modest
Compared to the overall equity markets, risk-adjusted returns on investments in BNPP BONDSRI ETF are ranked lower than 5 (%) of all global equities and portfolios over the last 90 days. Even with relatively invariable basic indicators, BNPP BONDSRI is not utilizing all of its potentials. The current stock price agitation, may contribute to short-term losses for the retail investors. ...more
BNPP |
BNPP BONDSRI Relative Risk vs. Return Landscape
If you would invest 940.00 in BNPP BONDSRI ETF on September 28, 2024 and sell it today you would earn a total of 8.00 from holding BNPP BONDSRI ETF or generate 0.85% return on investment over 90 days. BNPP BONDSRI ETF is generating 0.0136% of daily returns and assumes 0.1937% volatility on return distribution over the 90 days horizon. Simply put, 1% of etfs are less volatile than BNPP, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
BNPP BONDSRI Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for BNPP BONDSRI's investment risk. Standard deviation is the most common way to measure market volatility of etfs, such as BNPP BONDSRI ETF, and traders can use it to determine the average amount a BNPP BONDSRI's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0704
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Estimated Market Risk
| 0.19 actual daily | 1 99% of assets are more volatile |
Expected Return
| 0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.07 actual daily | 5 95% of assets perform better |
Based on monthly moving average BNPP BONDSRI is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of BNPP BONDSRI by adding it to a well-diversified portfolio.